public static IEnumerable<BreakdownLine> Get(LivePortfolioPnl lpp_)
{
return lpp_.InnerList.Select(x =>
new BreakdownLine
{
ExposureName=x.ExposureName,
Wt=x.Weight,
Pnl=x.Pnl,
Mode=x.UnderlyingLiveInstrument==null?0: x.UnderlyingLiveInstrument.Mode,
YestFix=x.UnderlyingLiveInstrument==null ? 0d : x.UnderlyingLiveInstrument.Fix,
Today = x.UnderlyingLiveInstrument == null ? 0d : x.UnderlyingLiveInstrument.Mode == LiveInstrumentMode.Fixed ? x.UnderlyingLiveInstrument.LiveFix : x.UnderlyingLiveInstrument.Live,
Change = x.UnderlyingLiveInstrument == null ? 0d : x.UnderlyingLiveInstrument.Change,
PnlMethod = x.UnderlyingLiveInstrument == null ? 0d : x.UnderlyingLiveInstrument.PnlMethod,
Inverted = x.UnderlyingLiveInstrument != null && Math.Abs(x.UnderlyingLiveInstrument.Convention - (-1)) < 1e-2,
BbgTicker = x.UnderlyingLiveInstrument == null ? null : x.UnderlyingLiveInstrument.Ticker
});
}
public async Task<LivePortfolioPnl> GetLiveUnAllocatedPnl(CarbonClient cc_, bool forceRefresh_ = false)
{
if (m_liveUnallocatedPnl != null)
{
if (forceRefresh_)
m_liveUnallocatedPnl.Dispose();
else
return m_liveUnallocatedPnl;
}
var exp = await GetLatestUnAllocatedExposure(cc_, forceRefresh_);
if (exp == null)
{
Logger.Error(string.Format("Cannot generate live pnl object for portfolio as no exposures [{0}]", RootName),
typeof(Portfolio));
return null;
}
m_liveUnallocatedPnl = new LivePortfolioPnl(RootName, exp.Item1, exp.Item2);
await m_liveUnallocatedPnl.Start(cc_, PnlMultiplier);
return m_liveUnallocatedPnl;
}
public async Task BindToLive(string text_, LivePortfolioPnl pnl_, CarbonClient cc_)
{
ClearData(text_);
if (pnl_ == null || !pnl_.InnerList.Any())
return;
m_livePnlConsolidated = new LivePortfolioPnlConsolidated(pnl_);
await m_livePnlConsolidated.Populate(cc_,m_overrides);
simpleWtsColumnChart1.Create(Helper.StripBbgEndings(m_livePnlConsolidated.List.Select(x => x.PnlName).ToArray()),
m_livePnlConsolidated.List.Select(x => x.Pnl).ToArray());
subscribeToPnl();
simpleWtsColumnChart1.SetYAxixTickStyle(Infragistics.UltraChart.Shared.Styles.AxisTickStyle.Smart);
m_yAxisFormat = "#,###;(#,###);-";
simpleWtsColumnChart1.SetYAxisFormat(m_yAxisFormat,false);
}
public void Dispose()
{
foreach (var m in m_items)
m.Dispose();
m_source = null;
}
public LivePortfolioPnlConsolidated(LivePortfolioPnl source_)
{
m_source = source_;
}
